Estimate of the error of the method of dependent trials

DOI10.1016/0041-5553(78)90121-0zbMath0439.60048OpenAlexW2039357829MaRDI QIDQ3881655

E. I. Ostrovskij, V. A. Dmitrovskii

Publication date: 1979

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(78)90121-0

zbMATH Keywords

Gaussian fieldMonte Carlo calculation

Mathematics Subject Classification ID

Random fields (60G60) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Monte Carlo methods (65C05)

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